Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49371.27 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45310.06 Kr¶

PnL: ---------------------------------------> 254.06 Kr¶

DD now: ---------------------------------> -7.058 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:03:44.081526'

Anic Portfolio¶

Today¶

Return: 1.019 %¶

This Week¶

Return: 0.138 %¶

Total portfolio value¶

Return including deposits: 61.629 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.760000 1673.460000 204.460000 13.920000 1468.999998
Sedana Medical 93 4.560000 2685.840000 164.840000 6.540000 2521.000011
Orrön Energy 180 4.510000 2149.200000 106.200000 5.200000 2043.000000
Atrium Ljungberg B 5 3.410000 985.000000 50.000000 5.350000 935.000000
Platzer Fastigheter Holding B 12 3.710000 1005.600000 44.600000 4.640000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 3.140000 828.400000 36.400000 4.600000 792.000000
Sagax B 4 2.580000 889.200000 35.200000 4.120000 854.000000
JM 6 2.120000 896.400000 32.400000 3.750000 864.000000
Hoist Finance 35 0.520000 1009.750000 29.750000 3.040000 980.000000
Gränges 9 2.130000 947.700000 19.700000 2.120000 927.999999
Hexatronic Group 12 1.830000 985.920000 18.920000 1.960000 966.999996
Byggmax Group 33 1.870000 970.860000 14.860000 1.550000 956.000001
BioGaia B 8 0.770000 941.600000 11.600000 1.250000 930.000000
Bilia A 8 0.890000 908.000000 8.000000 0.890000 900.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
EQT 4 0.680000 833.600000 1.600000 0.190000 832.000000
Biotage 7 -0.890000 934.500000 -6.500000 -0.690000 940.999997
ASSA ABLOY B 3 -0.770000 769.800000 -9.200000 -1.180000 779.000001
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
OX2 13 -0.550000 935.350000 -14.650000 -1.540000 949.999999
Alimak Group 11 -0.480000 913.000000 -15.000000 -1.620000 927.999996
VEF 909 0.800000 1832.540000 -17.460000 -0.940000 1850.000436
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
SKF B 5 -2.360000 910.000000 -30.000000 -3.190000 940.000000
Indutrade 5 1.550000 1179.000000 -39.000000 -3.200000 1218.000000
Addnode Group B 11 -2.260000 881.100000 -39.900000 -4.330000 921.000003
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
Latour B 4 -0.340000 815.200000 -41.800000 -4.880000 857.000000
Hexagon B 26 0.540000 3408.600000 -52.400000 -1.510000 3461.000010
Bufab 3 -1.200000 1040.400000 -68.600000 -6.190000 1109.000001
BHG Group 97 2.510000 1389.040000 -69.960000 -4.800000 1458.999989
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45310.060000 254.060000 -7.05771% 45056.000411

Updated:¶

'2023-07-04 11:04:00.641632'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶